// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.

0
International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo

//@version=5
indicator("Sessions [LuxAlgo]", "LuxAlgo - Sessions", overlay = true, max_bars_back
= 500, max_lines_count = 500, max_boxes_count = 500, max_labels_count = 500)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
//Session A
show_sesa = input(true, '', inline = 'sesa', group = 'Session A')
sesa_txt = input('New York', '', inline = 'sesa', group = 'Session A')
sesa_ses = input.session('1300-2200', '', inline = 'sesa', group = 'Session A')
sesa_css = input.color(#ff5d00, '', inline = 'sesa', group = 'Session A')

sesa_range = input(true, 'Range', inline = 'sesa_overlays', group = 'Session A')

sesa_tl = input(false, 'Trendline', inline = 'sesa_overlays', group = 'Session A')
sesa_avg = input(false, 'Mean', inline = 'sesa_overlays', group = 'Session A')
sesa_vwap = input(false, 'VWAP', inline = 'sesa_overlays', group = 'Session A')
sesa_maxmin = input(false, 'Max/Min', inline = 'sesa_overlays', group = 'Session
A')

//Session B
show_sesb = input(true, '', inline = 'sesb', group = 'Session B')
sesb_txt = input('London', '', inline = 'sesb', group = 'Session B')
sesb_ses = input.session('0700-1600', '', inline = 'sesb', group = 'Session B')
sesb_css = input.color(#2157f3, '', inline = 'sesb', group = 'Session B')

sesb_range = input(true, 'Range', inline = 'sesb_overlays', group = 'Session B')

sesb_tl = input(false, 'Trendline', inline = 'sesb_overlays', group = 'Session B')
sesb_avg = input(false, 'Mean', inline = 'sesb_overlays', group = 'Session B')
sesb_vwap = input(false, 'VWAP', inline = 'sesb_overlays', group = 'Session B')
sesb_maxmin = input(false, 'Max/Min', inline = 'sesb_overlays', group = 'Session
B')

//Session C
show_sesc = input(true, '', inline = 'sesc', group = 'Session C')
sesc_txt = input('Tokyo', '', inline = 'sesc', group = 'Session C')
sesc_ses = input.session('0000-0900', '', inline = 'sesc', group = 'Session C')
sesc_css = input.color(#e91e63, '', inline = 'sesc', group = 'Session C')

sesc_range = input(true, 'Range', inline = 'sesc_overlays', group = 'Session C')

sesc_tl = input(false, 'Trendline', inline = 'sesc_overlays', group = 'Session C')
sesc_avg = input(false, 'Mean', inline = 'sesc_overlays', group = 'Session C')
sesc_vwap = input(false, 'VWAP', inline = 'sesc_overlays', group = 'Session C')
sesc_maxmin = input(false, 'Max/Min', inline = 'sesc_overlays', group = 'Session
C')

//Session D
show_sesd = input(true, '', inline = 'sesd', group = 'Session D')
sesd_txt = input('Sydney', '', inline = 'sesd', group = 'Session D')
sesd_ses = input.session('2100-0600', '', inline = 'sesd', group = 'Session D')
sesd_css = input.color(#ffeb3b, '', inline = 'sesd', group = 'Session D')

sesd_range = input(true, 'Range', inline = 'sesd_overlays', group = 'Session D')

sesd_tl = input(false, 'Trendline', inline = 'sesd_overlays', group = 'Session D')
sesd_avg = input(false, 'Mean', inline = 'sesd_overlays', group = 'Session D')
sesd_vwap = input(false, 'VWAP', inline = 'sesd_overlays', group = 'Session D')
sesd_maxmin = input(false, 'Max/Min', inline = 'sesd_overlays', group = 'Session
D')

//Timezones
tz_incr = input.int(0, 'UTC (+/-)', group = 'Timezone')
use_exchange = input(false, 'Use Exchange Timezone', group = 'Timezone')

//Ranges Options
bg_transp = input.float(90, 'Range Area Transparency', group = 'Ranges Settings')
show_outline = input(true, 'Range Outline', group = 'Ranges Settings')
show_txt = input(true, 'Range Label', group = 'Ranges Settings')

//Dashboard
show_dash = input(false, 'Show Dashboard', group = 'Dashboard')
advanced_dash = input(false, 'Advanced Dashboard', group = 'Dashboard')
dash_loc = input.string('Top Right', 'Dashboard Location', options = ['Top Right',
'Bottom Right', 'Bottom Left'], group = 'Dashboard')
text_size = input.string('Small', 'Dashboard Size', options = ['Tiny', 'Small',
'Normal'], group = 'Dashboard')

//Divider
show_ses_div = input(false, 'Show Sessions Divider', group = 'Dividers')
show_day_div = input(true, 'Show Daily Divider', group = 'Dividers')

//-----------------------------------------------------------------------------}
//Functions
//-----------------------------------------------------------------------------{
n = bar_index

//Get session average

get_avg(session)=>
var len = 1
var float csma = na
var float sma = na

if session > session[1]

len := 1
csma := close

if session and session == session[1]

len += 1
csma += close
sma := csma / len

sma

//Get trendline coordinates

get_linreg(session)=>
var len = 1
var float cwma = na
var float csma = na
var float csma2 = na

var float y1 = na
var float y2 = na
var float stdev = na
var float r2 = na

if session > session[1]

 len := 1
cwma := close
csma := close
csma2 := close * close

if session and session == session[1]

len += 1
csma += close
csma2 += close * close
cwma += close * len

sma = csma / len

wma = cwma / (len * (len + 1) / 2)

cov = (wma - sma) * (len+1)/2

stdev := math.sqrt(csma2 / len - sma * sma)
r2 := cov / (stdev * (math.sqrt(len*len - 1) / (2 * math.sqrt(3))))

y1 := 4 * sma - 3 * wma
y2 := 3 * wma - 2 * sma

[y1 , y2, stdev, r2]

//Session Vwap
get_vwap(session) =>
var float num = na
var float den = na

if session > session[1]

num := close * volume
den := volume

else if session and session == session[1]

num += close * volume
den += volume
else
num := na

[num, den]

//Set line
set_line(session, y1, y2, session_css)=>
var line tl = na

if session > session[1]

tl := line.new(n, close, n, close, color = session_css)

if session and session == session[1]

line.set_y1(tl, y1)
line.set_xy2(tl, n, y2)

//Set session range

get_range(session, session_name, session_css)=>
var t = 0
var max = high
var min = low
var box bx = na
var label lbl = na
 if session > session[1]
t := time
max := high
min := low

bx := box.new(n, max, n, min

, bgcolor = color.new(session_css, bg_transp)
, border_color = show_outline ? session_css : na
, border_style = line.style_dotted)

if show_txt
lbl := label.new(t, max, session_name
, xloc = xloc.bar_time
, textcolor = session_css
, style = label.style_label_down
, color = color.new(color.white, 100)
, size = size.tiny)

if session and session == session[1]

max := math.max(high, max)
min := math.min(low, min)

box.set_top(bx, max)
box.set_rightbottom(bx, n, min)

if show_txt
label.set_xy(lbl, int(math.avg(t, time)), max)

[session ? na : max, session ? na : min]

//-----------------------------------------------------------------------------}
//Sessions
//-----------------------------------------------------------------------------{
tf = timeframe.period

var tz = use_exchange ? syminfo.timezone :

str.format('UTC{0}{1}', tz_incr >= 0 ? '+' : '-', math.abs(tz_incr))

is_sesa = math.sign(nz(time(tf, sesa_ses, tz)))

is_sesb = math.sign(nz(time(tf, sesb_ses, tz)))
is_sesc = math.sign(nz(time(tf, sesc_ses, tz)))
is_sesd = math.sign(nz(time(tf, sesd_ses, tz)))

//-----------------------------------------------------------------------------}
//Dashboard
//-----------------------------------------------------------------------------{
var table_position = dash_loc == 'Bottom Left' ? position.bottom_left
: dash_loc == 'Top Right' ? position.top_right
: position.bottom_right

var table_size = text_size == 'Tiny' ? size.tiny

: text_size == 'Small' ? size.small
: size.normal

var tb = table.new(table_position, 5, 6
, bgcolor = #1e222d
, border_color = #373a46
, border_width = 1
, frame_color = #373a46
 , frame_width = 1)

if barstate.isfirst and show_dash

table.cell(tb, 0, 0, 'LuxAlgo', text_color = color.white, text_size =
table_size)
table.merge_cells(tb, 0, 0, 4, 0)

table.cell(tb, 0, 2, sesa_txt, text_color = sesa_css, text_size = table_size)

table.cell(tb, 0, 3, sesb_txt, text_color = sesb_css, text_size = table_size)
table.cell(tb, 0, 4, sesc_txt, text_color = sesc_css, text_size = table_size)
table.cell(tb, 0, 5, sesd_txt, text_color = sesd_css, text_size = table_size)

if advanced_dash
table.cell(tb, 0, 1, 'Session', text_color = color.white
, text_size = table_size)

table.cell(tb, 1, 1, 'Status', text_color = color.white

, text_size = table_size)

table.cell(tb, 2, 1, 'Trend', text_color = color.white

, text_size = table_size)

table.cell(tb, 3, 1, 'Volume', text_color = color.white

, text_size = table_size)

table.cell(tb, 4, 1, 'σ', text_color = color.white

, text_size = table_size)

if barstate.islast and show_dash

table.cell(tb, 1, 2, is_sesa ? 'Active' : 'Innactive'
, bgcolor = is_sesa ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 1, 3, is_sesb ? 'Active' : 'Innactive'

, bgcolor = is_sesb ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 1, 4, is_sesc ? 'Active' : 'Innactive'

, bgcolor = is_sesc ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 1, 5, is_sesd ? 'Active' : 'Innactive'

, bgcolor = is_sesd ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

//-----------------------------------------------------------------------------}
//Overlays
//-----------------------------------------------------------------------------{
var float max_sesa = na
var float min_sesa = na
var float max_sesb = na
var float min_sesb = na
var float max_sesc = na
var float min_sesc = na
var float max_sesd = na
var float min_sesd = na

//Ranges
if show_sesa and sesa_range
[max, min] = get_range(is_sesa, sesa_txt, sesa_css)
max_sesa := max
min_sesa := min

if show_sesb and sesb_range

[max, min] = get_range(is_sesb, sesb_txt, sesb_css)
max_sesb := max
min_sesb := min

if show_sesc and sesc_range

[max, min] = get_range(is_sesc, sesc_txt, sesc_css)
max_sesc := max
min_sesc := min

if show_sesd and sesd_range

[max, min] = get_range(is_sesd, sesd_txt, sesd_css)
max_sesd := max
min_sesd := min

//Trendlines
if show_sesa and (sesa_tl or advanced_dash)
[y1, y2, stdev, r2] = get_linreg(is_sesa)

if advanced_dash
table.cell(tb, 2, 2, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 4, 2, str.tostring(stdev, '#.####')

, text_color = color.white
, text_size = table_size)

if sesa_tl
set_line(is_sesa, y1, y2, sesa_css)

if show_sesb and (sesb_tl or advanced_dash)

[y1, y2, stdev, r2] = get_linreg(is_sesb)

if advanced_dash
table.cell(tb, 2, 3, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 4, 3, str.tostring(stdev, '#.####')

, text_color = color.white
, text_size = table_size)

if sesb_tl
set_line(is_sesb, y1, y2, sesb_css)

if show_sesc and (sesc_tl or advanced_dash)

[y1, y2, stdev, r2] = get_linreg(is_sesc)
 if advanced_dash
table.cell(tb, 2, 4, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 4, 4, str.tostring(stdev, '#.####')

, text_color = color.white
, text_size = table_size)

if sesc_tl
set_line(is_sesc, y1, y2, sesc_css)

if show_sesd and (sesd_tl or advanced_dash)

[y1, y2, stdev, r2] = get_linreg(is_sesd)

if advanced_dash
table.cell(tb, 2, 5, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)

table.cell(tb, 4, 5, str.tostring(stdev, '#.####')

, text_color = color.white
, text_size = table_size)

if sesd_tl
set_line(is_sesd, y1, y2, sesd_css)

//Mean
if show_sesa and sesa_avg
avg = get_avg(is_sesa)
set_line(is_sesa, avg, avg, sesa_css)

if show_sesb and sesb_avg

avg = get_avg(is_sesb)
set_line(is_sesb, avg, avg, sesb_css)

if show_sesc and sesc_avg

avg = get_avg(is_sesc)
set_line(is_sesc, avg, avg, sesc_css)

if show_sesd and sesd_avg

avg = get_avg(is_sesd)
set_line(is_sesd, avg, avg, sesd_css)

//VWAP
var float vwap_a = na
var float vwap_b = na
var float vwap_c = na
var float vwap_d = na

if show_sesa and (sesa_vwap or advanced_dash)

[num, den] = get_vwap(is_sesa)

if sesa_vwap
vwap_a := num / den

if advanced_dash
 table.cell(tb, 3, 2, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)

if show_sesb and (sesb_vwap or advanced_dash)

[num, den] = get_vwap(is_sesb)

if sesb_vwap
vwap_b := num / den

if advanced_dash
table.cell(tb, 3, 3, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)

if show_sesc and (sesc_vwap or advanced_dash)

[num, den] = get_vwap(is_sesc)

if sesc_vwap
vwap_c := num / den

if advanced_dash
table.cell(tb, 3, 4, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)

if show_sesd and (sesd_vwap or advanced_dash)

[num, den] = get_vwap(is_sesd)

if sesd_vwap
vwap_d := num / den

if advanced_dash
table.cell(tb, 3, 5, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)

//-----------------------------------------------------------------------------}
//Plots
//-----------------------------------------------------------------------------{
//Plot max/min
plot(sesa_maxmin ? max_sesa : na, 'Session A Maximum', sesa_css, 1,
plot.style_linebr)
plot(sesa_maxmin ? min_sesa : na, 'Session A Minimum', sesa_css, 1,
plot.style_linebr)

plot(sesb_maxmin ? max_sesb : na, 'Session B Maximum', sesb_css, 1,

plot.style_linebr)
plot(sesb_maxmin ? min_sesb : na, 'Session B Minimum', sesb_css, 1,
plot.style_linebr)

plot(sesc_maxmin ? max_sesc : na, 'Session C Maximum', sesc_css, 1,

plot.style_linebr)
plot(sesc_maxmin ? min_sesc : na, 'Session C Minimum', sesc_css, 1,
plot.style_linebr)

plot(sesd_maxmin ? max_sesd : na, 'Session D Maximum', sesd_css, 1,

plot.style_linebr)
plot(sesd_maxmin ? min_sesd : na, 'Session D Minimum', sesd_css, 1,
plot.style_linebr)

//Plot vwaps
plot(vwap_a, 'Session A VWAP', sesa_css, 1, plot.style_linebr)
plot(vwap_b, 'Session B VWAP', sesb_css, 1, plot.style_linebr)
plot(vwap_c, 'Session C VWAP', sesc_css, 1, plot.style_linebr)
plot(vwap_d, 'Session D VWAP', sesd_css, 1, plot.style_linebr)

//Plot Divider A
plotshape(is_sesa and show_ses_div and show_sesa, "·"
, shape.square
, location.bottom
, na
, text = "."
, textcolor = sesa_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(is_sesa != is_sesa[1] and show_ses_div and show_sesa, "NYE"

, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesa_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

//Plot Divider B
plotshape(is_sesb and show_ses_div and show_sesb, "·"
, shape.labelup
, location.bottom
, na
, text = "."
, textcolor = sesb_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(is_sesb != is_sesb[1] and show_ses_div and show_sesb, "LDN"

, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesb_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

//Plot Divider C
plotshape(is_sesc and show_ses_div and show_sesc, "·"
, shape.square
, location.bottom
, na
, text = "."
, textcolor = sesc_css
, size = size.tiny
, display = display.all - display.status_line
 , editable = false)

plotshape(is_sesc != is_sesc[1] and show_ses_div and show_sesc, "TYO"

, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesc_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

//Plot Divider D
plotshape(is_sesd and show_ses_div and show_sesd, "·"
, shape.labelup
, location.bottom
, na
, text = "."
, textcolor = sesd_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(is_sesd != is_sesd[1] and show_ses_div and show_sesd, "SYD"

, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesd_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

//-----------------------------------------------------------------------------}
//Plots daily dividers
//-----------------------------------------------------------------------------{
day = dayofweek

if day != day[1] and show_day_div

line.new(n, close + syminfo.mintick, n, close - syminfo.mintick
, color = color.gray
, extend = extend.both
, style = line.style_dashed)

plotshape(day != day[1] and day == 1 and show_day_div, "Sunday"

, shape.labeldown
, location.top
, na
, text = "Sunday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(day != day[1] and day == 2 and show_day_div, "Monday"

, shape.labeldown
, location.top
, na
, text = "Monday"
 , textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(day != day[1] and day == 3 and show_day_div, "Tuesday"

, shape.labeldown
, location.top
, na
, text = "Tuesday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(day != day[1] and day == 4 and show_day_div, "Wednesay"

, shape.labeldown
, location.top
, na
, text = "Wednesday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(day != day[1] and day == 5 and show_day_div, "Thursday"

, shape.labeldown
, location.top
, na
, text = "Thursday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(day != day[1] and day == 6 and show_day_div, "Friday"

, shape.labeldown
, location.top
, na
, text = "Friday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

plotshape(day != day[1] and day == 7 and show_day_div, "Saturday"

, shape.labeldown
, location.top
, na
, text = "Saturday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)

//-----------------------------------------------------------------------------}